-2.3%
SW vs USHY
+19.2%
-21.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.2% |
| 7D | +1.8% | +0.8% | +1.0% | +0.8% |
| 30D | +7.0% | +0.2% | +6.8% | +6.7% |
| 3M | -7.6% | -1.7% | -6.0% | -5.6% |
| 6M | +8.5% | -0.6% | +9.2% | +9.8% |
| YTD | +17.7% | +0.8% | +16.9% | +17.3% |
| 1Y | +27.1% | +2.1% | +25.0% | +24.9% |
| 3Y | +48.2% | +26.0% | +22.2% | +24.8% |
| 5Y | -2.3% | +19.2% | -21.6% | -15.2% |
| All | -2.3% | +19.2% | -21.6% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded USHY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling